Anic Equity¶

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Total return since start: 0.566 %¶

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Equity now: -----------------------------> 47838.21 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46443.25 Kr¶

PnL: ---------------------------------------> -445.32 Kr¶

DD now: ---------------------------------> -1.628 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 09:14:47.145661'

Anic Portfolio¶

Today¶

Return: -0.303 %¶

This Week¶

Return: -0.156 %¶

Total¶

Return: 56.61 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 0.320000 3218.800000 247.800000 8.340000 2971.000006
HEBA B 70 -1.110000 2807.000000 171.000000 6.490000 2636.000010
Corem Property Group B 59 0.370000 635.430000 58.430000 10.130000 576.999999
MedCap 2 -0.220000 464.000000 43.000000 10.210000 421.000000
AcadeMedia 12 -0.560000 599.040000 42.040000 7.550000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.910000 393.400000 38.400000 10.820000 355.000000
HMS Networks 2 -1.510000 706.400000 33.400000 4.960000 673.000000
Resurs Holding 22 0.260000 605.220000 31.220000 5.440000 573.999998
Boozt 12 -0.780000 1675.200000 21.200000 1.280000 1653.999996
Intrum 4 0.330000 548.200000 21.200000 4.020000 527.000000
Eastnine 4 0.000000 508.800000 17.800000 3.630000 491.000000
Norva24 Group 16 -0.850000 560.000000 17.000000 3.130000 543.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 577.500000 15.500000 2.760000 562.000005
OEM International B 7 -0.390000 542.500000 14.500000 2.750000 527.999997
SAAB B 8 -0.400000 3389.600000 12.600000 0.370000 3377.000000
Nordea Bank Abp 29 0.620000 3465.500000 11.500000 0.330000 3453.999992
Swedbank A 3 1.210000 575.400000 11.400000 2.020000 564.000000
Coor Service Management Hold. 8 -0.800000 542.400000 10.400000 1.950000 532.000000
FM Mattsson Mora Group B 50 -0.840000 2935.000000 8.000000 0.270000 2927.000000
Securitas B 6 -0.390000 577.680000 7.680000 1.350000 570.000000
Karnov Group 9 -0.170000 540.900000 4.900000 0.910000 536.000004
Handelsbanken A 5 0.780000 550.250000 4.250000 0.780000 546.000000
CTEK 13 0.070000 537.030000 3.030000 0.570000 533.999999
Samhällsbyggnadsbo. i Norden D 12 -0.390000 247.920000 1.920000 0.780000 246.000000
Creaspac SPAC 6 -0.210000 575.400000 -1.600000 -0.280000 577.000002
Midsona B 63 0.880000 574.560000 -8.440000 -1.450000 582.999984
Essity B 2 -0.600000 559.800000 -14.200000 -2.470000 574.000000
International Petroleum Corp. 5 -0.700000 571.000000 -23.570000 -3.960000 594.565215
Essity A 4 -0.710000 1124.000000 -25.000000 -2.180000 1149.000000
Sampo Oyj SDB 7 -1.090000 3801.000000 -49.000000 -1.270000 3850.000000
Vivesto 1368 0.200000 552.670000 -60.330000 -9.840000 612.999432
Axfood 13 0.070000 3663.400000 -92.600000 -2.470000 3756.000001
OX2 18 -1.380000 1420.200000 -243.800000 -14.650000 1663.999992
Fasadgruppen Group 35 -0.200000 3489.500000 -321.500000 -8.440000 3810.999990
Ovzon 52 0.000000 2912.000000 -450.000000 -13.380000 3361.999992
TOTAL 46446.700000 -441.870000 -1.62088% 46888.564618

Updated:¶

'2023-01-24 09:13:58.690010'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶